Gerber-Shiu theory for discrete risk processes in a regime switching environment (Q6130164)
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scientific article; zbMATH DE number 7834034
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| English | Gerber-Shiu theory for discrete risk processes in a regime switching environment |
scientific article; zbMATH DE number 7834034 |
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Gerber-Shiu theory for discrete risk processes in a regime switching environment (English)
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18 April 2024
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Gerber-Shiu
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discrete-time
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dual risk process
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Markov additive process
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scale matrices
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exit problems
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dividends
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Markov-modulation
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